浅析计量经济学在我国经济学研究中的局限性

作为一门由经济学、统计学和数学相结合而成的交叉学科（或边缘学科），计量经济学在中国经济学界受到越来越广泛的关注，其方法与工具也在实证研究中被大量应用。本文将阐述现代计量经济学的本质和内容，以及计量经济学在经济学研究中的地位、作用和局限性。     

首届中国计量经济学者论坛(2017)暨全国数量经济学博士生论坛征文启事

<正>作为现代经济学的核心组成部分之一,计量经济学在中国经济学界受到越来越广泛的关注,计量方法与工具也在经济学科各领域的实证研究中大量应用,已经成为我国经济理论研究和经济政策分析的重要方法。为推动这一领域的基础理论和应用研究,加强中国经济学者的学术交流,《经济研究》编辑部、厦门大学王亚南经济研究院、厦门大学邹至庄经济研究中心、中科院预测科学研究中心和东北财经大学经济学院共同发起"中国计量经济学者论坛"。本论坛计划每年举办一届。首     

一部深度反思计量经济学科之作--《计量经济学方法论研究》评介

作为现代经济学的重要分支，计量经济学严密的数学分析与统计推断过程已成为经济研究科学性的重要体现，其模型方法也成为现代经济分析的主流研究方法。当前，有关计量经济学学科应用研究及软件应用的教材、专著众多，但鲜有对计量经济学学科进行深度反思，进而探讨其应用研究中存在的普遍问题及其发展方向的纯理论研究。刘丽艳著，由人民出版社出版的《计量经济学方法论研究》一书，基于前人研究成果和继续深化研究的迫切要求，从多元方法论框架下的计量经济学观切入，探讨计量经济学的三大特性--科学性、非精确性与局限性，力图回应当前计量经济学应用研究相关的理论和实践问题。该书以“计量经济学是什么—计量经济学具有哪些特性—如何正确应用计量经济学”为主线，以计量经济学的科学哲学、经济学与数理学科基础为副线，深入探讨计量经济学的内涵与性质，其在经济研究中的地位与作用，其法则作为解释经济现实的指南与经济实践的基础所具有的局限与意义，其在我国应用研究中的问题与争议，以回应当前计量经济学应用研究相关的理论和实践需求。     

世界计量经济学会中国会议征稿启事

<正>世界计量经济学会是一个国际性学术团体,旨在推动经济学理论在它与统计学和数学的关联中的进展。学会的主要活动包括出版《计量经济学》、《数量经济学》、《理论经济学》等杂志,以及在全球六大地区组织学术会议。世界计量经济学会中国会议(CMES)为促进大中华区学者与西方学者的学术交流,同时庆祝詹姆斯.J.赫克曼教授担任新一届世界计量经济学会执行委员会主席,学会决定定期举办世界计量经济学会中国会议。同时成立世界计量经济学会中国会议委员会,由北京大学林毅夫、新加坡国家大学Chew Soo Hong和南加州大学萧政担任联席主席。首"     

影响计量经济学学习效果的原因分析

计量经济学在经济学中居于最重要的地位,并作为经济学科的核心课程之一,其重要性越来越得到重视和认可。相对于其他经济学课程来讲,由于高等数学知识的使用比较多,计量经济学的学习难度相对较大,本文拟结合教学经验,从影响计量经济学学习效果的课时安排、教材选用、数学与统计学基础知识、建立计量经济学模型的方法和理论以及数据的关系等方面进行了深入分析,并提出了相应提高学习效果的教学建议。     

计量经济学模型方法论的若干问题

伴随着计量经济学模型方法的广泛应用，错误也屡屡发生，对计量经济学方法论基础的研究与宣传十分重要。本文结合计量经济学模型的数据依赖性、总体设定、变量设定、假设检验、随机扰动项以及应用局限性，从逻辑学、经济学、数学和统计学角度，对计量经济学方法论基础进行了探讨。     

计量经济学应用研究的可信性革命

可信性是计量经济学应用研究的重要问题,其核心在于实现经济理论、统计学、数学在实证研究中的科学结合。本文基于国际计量经济学界对可信性问题的三次大讨论取得的重要进展,厘清了计量经济学探索客观经济世界过程的本质特征;进而针对应用研究中存在的滥用和错用现象,从计量经济模型的随机性设定、经济变量之间的因果关系识别以及模型的统计适切性评价等三个方面阐述计量经济学应用研究的可靠性来源。我国计量经济学的应用研究面临进一步提高可信性的重要问题,需要全面吸收和借鉴国际计量经济学界对于可信性问题的成果,改变研究模式和教学模式。     

“第三届中国计量经济学者论坛(2019)”征文启事

<正>为推进计量经济学理论与方法的新发展和新应用,推动中国经济学的进步,东北财经大学经济学院、《经济研究》编辑部、厦门大学王亚南经济研究院与邹至庄经济研究中心、中国科学院预测科学研究中心共同发起"中国计量经济学者论坛"。本论坛是编辑部、潜力作者、评论人三方现场互动交流平台,计划每年举办一届。首届论坛于2017年12月29-30日在厦门大学成功举办,第二届论     

王亚南经济研究院明年将举行“宏观计量经济学国际会议”庆祝85周年校庆

为庆祝厦门大学建校85周年．推动厦门大学经济学的对外交流．加强中国经济学界与国际同行的联系．王亚南经济研究院将于2006年4月4-6日厦门大学校庆期间，举办“宏观计量经济学国际会议暨中国宏观经济与金融市场实证研究研讨会”。2003年经济学诺贝尔奖获得者、美国加州大学圣地亚哥校区荣誉教授Clive Granger爵士，美国耶鲁大学，南加州大学，德国洪堡大学，瑞典斯德哥尔摩学院，意大利欧洲经济学院，挪威大学等欧美世界级宏观计量经济学家，     

计量经济学局限性研究

计量经济学对当前经济危机预测与应对的无力引发了学术界对计量经济学在经济分析中角色与作用的争论,究其实质可归结为一个问题:计量经济学是不是无局限的绝对科学?本文从计量经济学语言分析、学科数理基础、模型过程方法论基础以及模型功用四个层面对计量经济学进行基础研究,指出计量经济学是非精确的、有局限的相对科学,其优势所在也是其局限所在:计量经济学经验实证模型语言的经济学表述充分性方面,概率、统计学科基础的精确数量关系度量方面,建模过程不平衡方法论基础的实践应用研究方面都存在一定程度的局限性,而这些局限性又内在地制约了计量经济学的模型功用,表现为其模型主要功用上的局限性。     

Integrating econometrics: A modern undergraduate economics capstone experience

Angrist and Pischke (2017) call for a pedagogical paradigm shift by pointing out that econometrics courses often do not align with modern empirical approaches employed by economists. This article's authors propose a modern capstone experience, designed to address these concerns by integrating econometrics into the traditional capstone approach. They couple a full econometrics course with a traditional capstone course by weaving a cohesive econometrics-heavy research paper through the two courses. They feel this approach addresses the lack of econometrics skills among economics majors while simultaneously making some necessary improvements to undergraduate econometrics content. They hope this article will be a valuable resource for programs changing course requirements or revamping their curriculum to better fit the increasing demand for data analysis skills in the job market.     

金融计量经济学:成就和挑战

本文通过对近 2 0年来金融计量经济学主要发展成就的回顾 ,介绍了计量经济学研究的热点领域和有待解决的问题。本文认为 ,ARCH模型以及在此基础上发展起来的其他异方差模型、GMM以及与之相关的参数估计方法的出现以及在金融经济学中成功的运用 ,是金融计量经济学最重要最基本的成就 ;数据及处理方法的独特性使金融计量经济学相对独立于传统计量经济学而发展。     

Historical models and economic syllogisms

This paper proposes a classification of economic models into three types: historical, axiomatic and conditional. Historical or empirical models utilize the historical-deductive method, and are generalizations from the economic regularities and tendencies that we find in the real world. Axiomatic models utilize the hypothetical-deductive method; they are syllogisms whose major premise is an axiom – a self-evident truth; they are appropriate for methodological sciences such as mathematics and econometrics. Conditional economic models are likewise syllogisms, but they are suitable for economics because they make for clearer and more precise economic reasoning. The criterion of truth of the substantive sciences is the conformity with reality, of the methodological science, its internal consistency. When a school of economic thought adopts mainly axiomatic models, as is the case with neoclassical economics, it implicitly falls into contradiction because their best representatives believe in the conformity with reality criterion.     

Behavioural economics: Classical and modern

Abstract

In this paper, the origins and development of behavioural economics, beginning with the pioneering works of Herbert Simon and Ward Edwards, are traced and (critically) discussed. Two kinds of behavioural economics – classical and modern – are attributed, respectively, to the two pioneers. The mathematical foundations of classical behavioural economics are identified, largely, to be in the theory of computation and computational complexity; the mathematical basis for modern behavioural economics is claimed to be a notion of subjective probability. Individually rational economic theories of behaviour, with attempts to broaden – and deepen – the notion of rationality, challenging its orthodox variants, were decisively influenced by these two mathematical underpinnings.     

How modern economics learned French: Jacques Drèze and the foundation of CORE

The Center of Operations Research and Econometrics (CORE), founded in 1966, was one of the channels through which economic modelling practices were imported from the USA to Europe. Officially modelled after the Cowles Foundation for Economics Research, it reflected Jacques Drèze's broad experiences in the USA during the 1950s when modelling techniques were not yet anchored in disciplines. CORE gained an international reputation, however, through the rather exclusive community of Neo-Walrasian economists represented by Werner Hildenbrand, Jean Gabszewicz, and Gérard Debreu. After this community modified the disciplinary divisions at CORE, the influence of CORE on continental economics occurred mainly through disequilibrium economics, which still represents a “French accent” in modern macroeconomics. At the same time, operations research and econometrics prospered at CORE while receiving scant attention from economists. This essay tells the story of how CORE changed continental economics through the unique career path of its founder, Jacques Drèze.     

Writing in the discipline and reproducible methods: A process-oriented approach to teaching empirical undergraduate economics research

The authors of this article describe an empirical research project as a component of an upper-level undergraduate economics writing-in-the-discipline course, thus aiming to reduce the high fixed costs associated with designing an empirical research project assignment and encourage more undergraduate economics research. This project is central to the course structure and has a dual-purpose: to teach students economics writing conventions and reproducible empirical research methods. The authors present a sequenced project design and replication documentation protocol and posit that this promotes student learning and leads to improvements in organization and coherence throughout the entire research and writing process. As an essential element of the course, students learn to do econometrics through effective writing, data management, and empirical analysis.     

Abductive Inference and C. S. Peirce: 150 Years Later

This paper is about two things: (i) Charles Sanders Peirce (1837–1914)—an iconoclastic philosopher and polymath who is among the greatest of American minds. (ii) Abductive inference—a term coined by C. S. Peirce, which he defined as “the process of forming explanatory hypotheses. It is the only logical operation which introduces any new idea.”

1. Abductive inference and quantitative economics. Abductive inference plays a fundamental role in empirical scientific research as a tool for discovery and data analysis. Heckman and Singer (2017) strongly advocated “Economists should abduct.” Arnold Zellner (2007) stressed that “much greater emphasis on reductive [abductive] inference in teaching econometrics, statistics, and economics would be desirable.” But currently, there are no established theory or practical tools that can allow an empirical analyst to abduct. This paper attempts to fill this gap by introducing new principles and concrete procedures to the Economics and Statistics community. I termed the proposed approach as Abductive Inference Machine (AIM).

2. The historical Peirce’s experiment. In 1872, Peirce conducted a series of experiments to determine the distribution of response times to an auditory stimulus, which is widely regarded as one of the most significant statistical investigations in the history of nineteenth-century American mathematical research (Stigler in Ann Stat 239–265, 1978). On the 150th anniversary of this historical experiment, we look back at the Peircean-style abductive inference through a modern statistical lens. Using Peirce’s data, it is shown how empirical analysts can abduct in a systematic and automated manner using AIM.

     

西方经济伦理研究中的数理方法述评

从古典经济学时期起,伦理学和经济学就有着千丝万缕的联系,而数理方法在经济学中的应用,必然会影响到与之相关联的伦理学方面的研究。本文剖析了现代西方经济伦理学研究里出现的数理解释现象,追溯其历史渊源,介绍当前数理方法在西方经济伦理研究中的现状和影响,将经济伦理研究中的数理方法归纳为基础数学和统计学方法、经济数学方法、经典博弈论方法和演化博弈论方法、实验的方法以及计算机模拟仿真等方法,并阐述其在公平正义、合作诚信和利他行为的研究中取得的突出成果。通过梳理西方经济伦理研究中的数理方法,可以揭示其在完善经济学和经济伦理学的方法论体系、弥补西方经济学研究伦理不涉的缺陷并为经济伦理学成为一门客观、严密和精确的独立科学学科奠定基础等方面的重要意义。     

Presidential Address: Mathematics in economics and econometrics

Abstract The paper discusses the choices of mathematical approaches in economics and econometrics, in particular, approaches that either (a) aim for a sharp result or (b) use the least restrictive assumptions. It is argued that, while the choice (a) often necessitates strong mathematical assumptions, choice (b) may lead to only partial identification and may require using less familiar mathematical techniques. This is discussed in the context of the problem of defining a probability density: existence may fail in function spaces; even after imposing assumptions that ensure existence, the problem is not well posed. A density function may not exist for economic variables as a consequence of institutional rigidity such as an income supplement. The apparatus of generalized functions provides the general solution to identification and well‐posedness of density, but at the cost of less sharp results and greater mathematical complexity.